Sicily BY CAR S P A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:86.16% (-3.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 7.31 | |
| 0.0761 | 5.56 | |
| 0.8738 | 103.17 | |
| 0.1001 | 4.29 |
Estimation Period:
Dec 2, 2021 to Feb 13, 2026
Dec 2, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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